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Roll report produced on 16/03/2026 22:38
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Status and time to roll in days
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status roll_expiry price_expiry carry_expiry contract_priced contract_fwd position_priced relative_volume_fwd contract_volume_fwd
STEEL No_Open -48 42 7 20260400 20260500 0 0.270 75
RICE No_Open -32 58 -4 20260500 20260700 -1 0.063 32
SPI200 No_Open -28 2 30 20260300 20260600 0 0.046 1334
OMX No_Open -7 3 93 20260300 20260600 0 0.000 0
EU-INSURE No_Open -7 3 94 20260300 20260600 0 0.088 125
R1000 No_Open -7 3 93 20260300 20260600 0 0.286 33
COAL No_Open -7 38 10 20260400 20260500 0 0.440 23
IBEX_mini No_Open -7 3 31 20260300 20260400 0 0.064 243
EU-CONSTRUCTION No_Open -7 3 94 20260300 20260600 0 0.112 41
EU-FOOD No_Open -2 3 94 20260300 20260600 0 0.164 98
MIB No_Open -2 3 94 20260300 20260600 0 0.038 571
EU-RETAIL No_Open -2 3 94 20260300 20260600 0 0.130 26
EU-AUTO No_Open -2 3 94 20260300 20260600 0 0.132 276
MSCIASIA No_Open -2 3 94 20260300 20260600 0 0.171 78
EU-DJ-TELECOM No_Open -2 3 94 20260300 20260600 0 0.000 0
NASDAQ_micro No_Open -2 3 93 20260300 20260600 0 0.319 347312
US-STAPLES No_Open -2 3 93 20260300 20260600 0 0.841 549
EU-TECH No_Open -2 3 94 20260300 20260600 0 0.054 71
EU-MEDIA No_Open -2 3 94 20260300 20260600 0 1.596 274
US-MATERIAL No_Open -2 3 93 20260300 20260600 0 0.517 202
AEX No_Open -2 3 31 20260300 20260400 0 0.021 205
CAC No_Open -2 3 31 20260300 20260400 0 0.033 1336
US-DISCRETE No_Open -2 3 93 20260300 20260600 0 0.905 152
US-ENERGY No_Open -2 3 93 20260300 20260600 0 0.484 597
EUROSTX-SMALL No_Open -2 3 94 20260300 20260600 0 1.400 326
DAX No_Open -2 3 94 20260300 20260600 0 0.011 379
EU-DJ-UTIL No_Open -2 3 94 20260300 20260600 0 0.000 0
SMI-MID No_Open -2 3 94 20260300 20260600 0 0.223 18
EU-UTILS No_Open -2 3 94 20260300 20260600 0 0.051 127
MID-DAX No_Open -2 3 94 20260300 20260600 0 0.183 169
EU-DJ-TECH No_Open -2 3 94 20260300 20260600 0 0.000 0
EU-DIV30 No_Open -2 3 94 20260300 20260600 0 0.046 272
EU-OIL No_Open -2 3 94 20260300 20260600 1 0.055 532
US-INDUSTRY No_Open -2 3 93 20260300 20260600 0 0.544 147
EUROSTX200-LARGE No_Open -2 3 94 20260300 20260600 0 0.071 8
EU-TRAVEL No_Open -2 3 94 20260300 20260600 0 0.083 23
EU-DJ-OIL No_Open -2 3 94 20260300 20260600 0 0.000 0
SWISSLEAD No_Open -2 3 94 20260300 20260600 0 NaN 0
EU-MID No_Open -2 3 94 20260300 20260600 0 0.080 82
CHINAA-CON No_Open -2 3 31 20260300 20260400 0 0.025 142
FTSE250 No_Open -2 3 94 20260300 20260600 0 0.280 318
EU-HEALTH No_Open -2 3 94 20260300 20260600 0 0.067 80
EU-HOUSE No_Open -2 3 94 20260300 20260600 0 0.607 99
EUROSTX-LARGE No_Open -2 3 94 20260300 20260600 0 0.000 0
FANG No_Open -2 3 93 20260300 20260600 0 0.153 44
US-PROPERTY No_Open -2 3 93 20260300 20260600 0 0.606 242
US-HEALTH No_Open -2 3 93 20260300 20260600 0 0.519 231
EU-REALESTATE No_Open -2 3 94 20260300 20260600 0 0.106 310
EPRA-EUROPE No_Open -2 3 94 20260300 20260600 0 0.163 9
FTSETAIWAN No_Open 3 13 43 20260300 20260400 0 0.013 876
VIX_mini No_Open 3 63 29 20260500 20260600 0 0.188 24
FTSEINDO No_Open 3 13 43 20260300 20260400 0 0.001 1
GAS-PEN No_Open 6 41 9 20260500 20260600 0 0.055 3
GAS_US_mini No_Open 6 41 9 20260500 20260600 0 0.075 48
GAS-LAST No_Open 7 42 10 20260500 20260600 0 0.776 88
FTSECHINAH No_Open 8 13 43 20260300 20260400 0 0.001 9
HANGENT No_Open 8 13 43 20260300 20260400 0 0.006 478
HANGTECH No_Open 8 13 43 20260300 20260400 -1 0.005 652
MSCITAIWAN No_Open 8 13 43 20260300 20260400 0 0.000 1
HANG No_Open 8 13 43 20260300 20260400 0 0.005 424
MSCISING No_Open 8 13 43 20260300 20260400 0 0.001 11
CLP No_Open 9 14 44 20260400 20260500 0 0.000 0
BRE No_Open 9 14 44 20260400 20260500 1 0.005 118
LUMBER-new No_Open 9 59 120 20260500 20260700 0 0.125 55
OJ No_Roll 12 52 118 20260500 20260700 0 0.086 43
PLAT Passive 12 42 134 20260400 20260700 0 0.118 987
COPPER-micro Passive 12 42 71 20260500 20260700 1 0.042 218
COFFEE Passive 12 62 2 20260500 20260700 0 0.278 3050
IRON Passive 13 73 44 20260500 20260600 0 0.247 13076
HEATOIL Passive 13 73 44 20260600 20260700 0 0.495 2624
GASOLINE Passive 13 73 44 20260600 20260700 0 0.559 4619
SOYBEAN_mini Passive 13 58 119 20260500 20260700 0 0.253 405
RUBBER Passive 14 44 73 20260500 20260600 2 1.160 2783
MILKWET No_Roll 15 105 77 20260600 20260700 0 0.317 12
MILKDRY No_Roll 16 196 168 20260900 20261000 0 0.658 9
ROBUSTA Passive 16 66 8 20260500 20260700 0 0.409 3826
SGD_mini No_Roll 17 27 62 20260400 20260500 0 2.902 101
MILK No_Roll 17 77 42 20260500 20260600 0 0.775 122
FED No_Roll 17 197 167 20260900 20261000 0 0.854 4820
SGD No_Roll 17 27 62 20260400 20260500 0 0.000 0
CNH No_Roll 17 27 62 20260400 20260500 0 0.421 24232
COPPER_LME No_Roll 19 64 92 20260500 20260600 0 2.943 106
ALUMINIUM_LME No_Roll 19 64 92 20260500 20260600 0 1.096 237
GICS No_Roll 20 30 59 20260400 20260500 0 0.000 0
IBEX No_Roll 21 31 59 20260400 20260500 0 0.000 0
CRUDE_W_micro No_Roll 22 62 34 20260600 20260700 7 0.088 188
KOSPI_mini No_Roll 22 23 58 20260400 20260500 0 0.001 73
CNH-onshore No_Roll 22 27 62 20260400 20260500 0 0.000 0
TWD No_Roll 22 27 62 20260400 20260500 0 0.000 0
SUGAR16 No_Roll 23 83 22 20260700 20260900 0 0.544 13
KRWUSD_mini No_Roll 24 34 62 20260400 20260500 0 0.146 3643
BOVESPA No_Roll 24 29 92 20260400 20260600 0 0.000 0
ALUMINIUM No_Roll 26 71 101 20260500 20260600 0 0.330 44
GASOIL No_Roll 26 86 56 20260600 20260700 0 0.284 4532
OMX-SWE No_Roll 26 31 59 20260400 20260500 0 0.000 0
SILVER No_Roll 26 71 42 20260500 20260700 0 0.012 425
EURIBOR-ICE No_Roll 27 727 636 20280300 20280600 0 0.630 46007
LEANHOG No_Roll 27 87 58 20260600 20260700 1 0.233 1837
COAL-GEORDIE No_Roll 28 73 38 20260500 20260600 0 0.095 2
REDWHEAT No_Roll 29 119 58 20260700 20260900 1 0.302 2731
CRUDE_ICE No_Roll 29 34 62 20260500 20260600 0 0.513 1918
SOYOIL No_Roll 29 119 58 20260700 20260800 2 0.071 2612
OATIES No_Roll 29 119 58 20260700 20260900 0 0.029 1
SOYMEAL No_Roll 29 119 58 20260700 20260800 0 0.159 2388
V2X No_Roll 32 92 64 20260600 20260700 0 0.078 90
COTTON No_Roll 32 37 98 20260500 20260700 0 NaN 0
FTSEVIET No_Roll 32 42 72 20260400 20260500 0 0.000 0
VIX No_Roll 32 92 63 20260600 20260700 0 0.527 3975
BRENT_W No_Roll 33 73 44 20260700 20260800 0 0.344 11450
FTSECHINAA No_Roll 33 43 72 20260400 20260500 0 0.003 7
ETHER-micro No_Roll 33 38 73 20260400 20260500 0 0.028 38
HANGENT_mini No_Roll 33 43 45 20260400 20260500 0 0.000 0
BRENT-LAST No_Roll 33 73 44 20260700 20260800 0 0.524 135
ETHEREUM No_Roll 33 38 73 20260400 20260500 0 0.001 1
BITCOIN No_Roll 34 38 73 20260400 20260500 0 0.113 163
WHEY No_Roll 37 77 42 20260500 20260600 0 3.750 12
BUTTER No_Roll 37 77 42 20260500 20260600 0 0.703 50
CHEESE No_Roll 37 77 42 20260500 20260600 0 0.451 71
GASOLINE_ICE No_Roll 38 43 72 20260500 20260600 0 0.046 105
HEATOIL-ICE No_Roll 38 43 72 20260500 20260600 0 0.191 168
HANG_mini No_Roll 38 43 45 20260400 20260500 0 0.000 0
SUGAR11 No_Roll 45 105 44 20260700 20261000 0 0.500 7717
LIVECOW No_Roll 45 105 44 20260600 20260800 0 0.410 4049
COTTON2 No_Roll 54 114 50 20260700 20261200 -1 0.777 12573
SILVER-mini No_Roll 56 101 42 20260700 20260900 0 0.235 5
CANOLA No_Roll 59 119 58 20260700 20261100 0 0.543 4949
DX No_Roll 60 90 181 20260600 20260900 0 0.001 18
HOUSE-US No_Roll 61 66 160 20260500 20260800 0 NaN 0
GOLD_micro No_Roll 61 101 163 20260600 20260800 0 0.104 363
SUGAR_WHITE No_Roll 61 121 29 20260800 20261000 0 0.429 1530
FTSE100 No_Roll 64 94 185 20260600 20260900 0 0.000 0
JGB-SGX-mini No_Roll 67 87 178 20260600 20260900 0 0.000 0
US10U No_Roll 68 93 188 20260600 20260900 0 0.000 1
US30 No_Roll 68 93 188 20260600 20260900 0 NaN 0
US20 No_Roll 68 93 188 20260600 20260900 0 0.000 29
US10 No_Roll 68 93 188 20260600 20260900 0 0.000 35
JGB No_Roll 70 90 181 20260600 20260900 0 0.000 0
COCOA No_Roll 71 121 57 20260700 20260900 0 0.496 2307
COCOA_LDN No_Roll 71 121 57 20260700 20260900 0 0.661 2400
PALLAD No_Roll 71 101 195 20260600 20260900 0 0.010 17
FEEDCOW No_Roll 73 163 65 20260800 20260900 0 0.270 405
CAD2 No_Roll 74 94 185 20260600 20260900 0 NaN 0
CAD5 No_Roll 74 94 185 20260600 20260900 0 NaN 0
CAD10 No_Roll 74 94 185 20260600 20260900 0 0.000 0
RAPESEED No_Roll 76 136 44 20260800 20261100 0 0.346 1593
SHATZ No_Roll 78 83 175 20260600 20260900 0 0.000 216
OAT No_Roll 78 83 175 20260600 20260900 0 0.000 1
BTP3 No_Roll 78 83 175 20260600 20260900 0 0.000 0
BTP No_Roll 78 83 175 20260600 20260900 0 0.000 3
BUND No_Roll 78 83 175 20260600 20260900 0 0.000 1
BOBL No_Roll 78 83 175 20260600 20260900 0 0.000 0
BUXL No_Roll 78 83 175 20260600 20260900 0 0.000 1
CH10 No_Roll 78 83 175 20260600 20260900 0 0.000 0
BONO No_Roll 78 83 175 20260600 20260900 0 0.000 0
IRS No_Roll 80 90 181 20260600 20260900 0 0.000 0
NZD No_Roll 80 90 181 20260600 20260900 0 0.000 1
US2 No_Roll 80 105 197 20260600 20260900 0 0.000 25
US5 No_Roll 80 105 197 20260600 20260900 0 0.000 1
US3 No_Roll 80 105 197 20260600 20260900 0 0.000 0
PLN No_Roll 80 90 181 20260600 20260900 0 0.000 0
NIKKEI400 No_Roll 81 86 177 20260600 20260900 1 0.000 0
TOPIX No_Roll 81 86 177 20260600 20260900 0 NaN 0
NIKKEI No_Roll 81 86 114 20260600 20260900 0 0.012 2733
MUMMY No_Roll 81 86 177 20260600 20260900 3 0.003 8
JP-REALESTATE No_Roll 81 86 177 20260600 20260900 0 0.000 0
EU-BANKS No_Roll 84 94 185 20260600 20260900 0 0.000 0
DJSTX-SMALL No_Roll 84 94 185 20260600 20260900 0 0.000 0
GBPCHF No_Roll 85 90 181 20260600 20260900 0 0.000 0
GBP No_Roll 85 90 181 20260600 20260900 0 0.000 8
GBPEUR No_Roll 85 90 181 20260600 20260900 0 0.000 0
SEK No_Roll 85 90 181 20260600 20260900 0 0.000 0
JPY_mini No_Roll 85 90 181 20260600 20260900 0 0.000 0
AUDJPY No_Roll 85 90 181 20260600 20260900 0 0.000 0
EURCAD No_Roll 85 90 181 20260600 20260900 0 0.000 0
EUR_micro No_Roll 85 90 181 20260600 20260900 -4 0.000 0
CZK No_Roll 85 90 181 20260600 20260900 0 0.000 0
AUD_micro No_Roll 85 90 181 20260600 20260900 0 0.000 0
CHFJPY No_Roll 85 90 181 20260600 20260900 0 0.000 0
EURCHF No_Roll 85 90 181 20260600 20260900 0 0.000 0
YENEUR No_Roll 85 90 181 20260600 20260900 1 0.000 0
KOSDAQ No_Roll 85 86 177 20260600 20260900 0 0.000 7
EURAUD No_Roll 85 90 181 20260600 20260900 0 NaN 0
KOSPI No_Roll 85 86 177 20260600 20260900 0 0.001 40
MXP No_Roll 85 90 181 20260600 20260900 0 0.000 1
NOK No_Roll 85 90 181 20260600 20260900 0 0.000 0
CADJPY No_Roll 85 90 181 20260600 20260900 0 0.000 0
JPY No_Roll 85 90 181 20260600 20260900 0 0.000 16
ZAR No_Roll 85 90 181 20260600 20260900 0 0.000 0
GBPJPY No_Roll 85 90 181 20260600 20260900 0 0.000 0
CHF No_Roll 85 90 181 20260600 20260900 0 0.000 3
CAD No_Roll 86 91 182 20260600 20260900 0 0.002 65
CAD_micro No_Roll 86 91 168 20260600 20260900 0 0.000 0
BBCOMM No_Roll 87 92 183 20260600 20260900 0 0.000 0
US-UTILS No_Roll 88 93 185 20260600 20260900 0 NaN 0
SP500_micro No_Roll 88 93 185 20260600 20260900 0 0.000 155
DOW No_Roll 88 93 185 20260600 20260900 0 0.000 23
SP400 No_Roll 88 93 185 20260600 20260900 0 0.000 0
RUSSELL No_Roll 88 93 185 20260600 20260900 -1 0.001 19
EUROSTX No_Roll 89 94 185 20260600 20260900 0 0.000 17
EURO600 No_Roll 89 94 185 20260600 20260900 0 NaN 0
SMI No_Roll 89 94 185 20260600 20260900 0 0.000 0
MSCIEMASIA No_Roll 89 94 458 20260600 20270600 0 NaN 0
EU-BASIC No_Roll 89 94 185 20260600 20260900 0 0.000 0
MSCIEAFA No_Roll 89 94 185 20260600 20260900 0 0.000 0
KR3 No_Roll 90 91 168 20260600 20260900 0 0.000 0
KR10 No_Roll 90 91 168 20260600 20260900 0 0.000 0
US-REALESTATE No_Roll 91 93 185 20260600 20260900 0 NaN 0
GILT No_Roll 96 101 195 20260600 20260900 0 0.000 2
SOFR No_Roll 99 1099 1008 20281200 20290300 0 0.692 27083
SONIA3 No_Roll 99 1099 1008 20281200 20290300 0 0.442 8268
COPPER No_Roll 104 134 195 20260700 20260900 0 0.233 179
MILLWHEAT No_Roll 117 177 55 20260900 20261200 -1 0.648 12061
WHEAT_ICE No_Roll 151 251 112 20261100 20270500 0 0.116 11
WHEAT No_Roll 212 272 181 20261200 20271200 0 0.007 18
CORN No_Roll 212 272 181 20261200 20271200 0 0.012 511
EUA No_Roll 373 643 559 20271200 20281200 0 0.138 177
roll_expiry is days until preferred roll set by roll parameters, price_expiry is days until price contract expires, carry_expiry is days until carry contract expires
Contract suffix: p=price, f=forward, c=carry
Contract volumes over recent days, normalised so largest volume is 1.0
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END OF REPORT
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